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Boswijk, Peter and Zu, Yang (2018) Adaptive wild bootstrap tests for a unit root with nonstationary volatility. Econometrics Journal, 21 (2). pp. 87-113. ISSN 1368-423X

Zu, Yang and Boswijk, Peter (2017) Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. Journal of Empirical Finance, 41 . pp. 53-75. ISSN 1879-1727

Zu, Yang and Boswijk, Peter (2014) Estimating spot volatility with high-frequency financial data. Journal of Econometrics, 181 (2). pp. 117-135. ISSN 0304-4076

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